Well, she had no problem releasing the Pah-Wraiths until they rejected her. My guess is, if the choice was between Dukat and the Pah-Wraiths and the "Alpha Quadrant in flames" or accepting Sisko as the emissary to the prophets, she would rather go with the latter; which is what she did.

I don't think Dumar thought of mentioning Dukat to Kira. Dumar's main concern was freeing Cardassia from the Dominion, and Dukat asking to look like a Bajorian seemed irrelevant. And yes, he was still loyal to his old friend.

Kai Winn's first choice would have been to be the emissary herself, to gain power through the Prophets.

They told her to screw off, so she tried to gain power through the Pah'Wraiths.

But, Winn never cared about the Pah'Wraiths or wanted to destroy Bajor, she was seriously convinced they would just use her as their 'Emissary'. Had she known they were just using her she would never have gone along. So in a way she did 'the error of her ways' in that she was stupid and made a mistake, but I don't think she ever thought she was not entitled to their power.

I think Kai Winn used religion and her beliefs to gain power. If she couldn't use religion she would have used something else. I don't think she saw the errors of her ways. She probably just thought she had bet on the wrong horse (i.e religion).

I think DS9 did an excellent job at showing the pros and cons of religion.

I'm not sure if the question is regarding the Final Chapter specifically, but here's my answer, just in case. My understanding is that the writers made a mistake with the timing of things when they started the Final Chapter arc.

They thought at first that Dukat & Kai Winn's story could run concurrent with the Cardassian Rebellion story. But then it became obvious that Damar's story was a lot more complicated (those darn Cardassians!) and had to take place over a longer time period than what was going on with Dukat and Winn.

It's why they made Dukat blind there for a while in order to stretch out his story's timing so it would coincide with the end of the war. It's still rather awkward, unfortunately.

Personally, like others have said, I think Kai Winn became obsessed with power. She was rejected by the Prophets, she was reject by Bajorans, and she finally thought she had found what she was looking for with the Pa'Wraiths.

I never felt a shred of sympathy for her over the entire series. She dug her own grave so to speak and even in her final moments she couldn't redeem herself.